On Mon, 19 Oct 2015, Paolo Chirico wrote:
Il 19/10/2015 13:25, Allin Cottrell ha scritto:
> On Mon, 19 Oct 2015, Paolo Chirico wrote:
>
>> Hi,
>> when I run Kalman filter, some matrices are generated in the session (and
>> in the icons window).
>> I save the session, but when I open that session, all matrices are
>> missing.
>> Why?
>
> Could you tell us what version of gretl you're running, and give us an idea
> of what Kalman functions you're running? Thanks.
>
I'm using the last version and the matices are generated by kfilter function
(kfilter(&E,&V,&S,&P,&K)).
I guess the problem concerns the updating, but It's only a idea of mine.
I think there may be a misunderstanding here. I open and run the
following trivial Kalman script in gretl:
<hansl>
nulldata 50
setobs 1 1 --special
scalar s1 = 1
scalar s2 = 1
series y = normal()
kalman
obsy y
obsymat 1
statemat 1
statevar s2
obsvar s1
end kalman --diffuse
matrix E V S MSE G
kfilter(&E, &V, &S, &MSE, &G)
# optional: take a look
print E V S
</hansl>
I then save the session, either by going to /File/Session files/Save
session, or by right-click in the "Icon view" window. I call the file
kaltest.gretl. I then exit from gretl, restart the program, and open
kaltest.gretl (e.g. under the /File/Session files menu). The matrices
E, V, S, MSE and G are shown in the Icon view window.
Where does your experience differ?
Allin Cottrell